+508.9%
XLP vs TSCO
+15,761.4%
-15,252.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | -1.0% | +0.8% | -1.8% | -1.1% |
| 30D | -0.9% | +5.5% | -6.3% | -1.6% |
| 3M | +3.8% | +20.0% | -16.1% | +1.2% |
| 6M | -1.7% | -29.8% | +28.1% | +2.6% |
| YTD | +10.3% | -28.7% | +38.9% | +14.7% |
| 1Y | +7.8% | -40.9% | +48.7% | +14.9% |
| 3Y | +27.2% | -15.9% | +43.1% | +28.7% |
| 5Y | +32.5% | -3.5% | +36.0% | +30.8% |
| 10Y | +101.8% | +142.2% | -40.4% | +75.1% |
| All | +508.9% | +15,761.4% | -15,252.4% | +274.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TSCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling